+278.4%
TER vs TJX
+43.2%
+235.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.8% | -3.6% |
| 7D | +9.4% | -4.4% | +13.7% | +10.5% |
| 30D | -2.4% | -18.6% | +16.1% | +2.6% |
| 3M | +6.5% | -24.4% | +30.9% | +14.8% |
| 6M | +23.2% | -20.2% | +43.4% | +28.9% |
| YTD | +91.5% | -16.9% | +108.4% | +96.0% |
| 1Y | +214.8% | -8.5% | +223.3% | +203.0% |
| All | +278.4% | +43.2% | +235.2% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TJX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling